Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52197.55 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48074.88 Kr¶

PnL: ---------------------------------------> -857.12 Kr¶

DD now: ---------------------------------> -1.737 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:22:41.152682'

Anic Portfolio¶

Today¶

Return: 0.236 %¶

This Week¶

Return: -0.227 %¶

Total portfolio value¶

Return including deposits: 70.881 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.260000 698.250000 59.250000 9.270000 638.999984
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Biotage 4 0.990000 630.200000 27.200000 4.510000 603.000000
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.080000 681.850000 19.850000 3.000000 661.999988
Fortnox 10 1.570000 687.000000 19.000000 2.840000 668.000000
Humana 40 4.470000 692.000000 18.000000 2.670000 674.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
SynAct Pharma 9 -0.680000 653.400000 8.400000 1.300000 645.000003
Sedana Medical 135 4.960000 4338.900000 7.900000 0.180000 4330.999935
Addnode Group B 6 -0.390000 757.200000 5.200000 0.690000 751.999998
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
NCC B 7 0.160000 657.650000 3.650000 0.560000 653.999997
Latour B 2 -0.930000 447.800000 -1.200000 -0.270000 449.000000
Indutrade 5 -0.790000 1318.000000 -2.000000 -0.150000 1320.000000
Volati 5 -0.520000 570.000000 -4.000000 -0.700000 574.000000
SCA A 4 0.540000 591.200000 -7.800000 -1.300000 599.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Investor B 3 -0.580000 645.000000 -13.000000 -1.980000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Nolato B 12 -2.220000 633.000000 -15.000000 -2.310000 648.000000
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
Profoto Holding 7 -2.420000 565.600000 -16.400000 -2.820000 581.999999
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -4.970000 554.000000 -39.000000 -6.580000 593.000000
Ambea 68 0.830000 2486.080000 -50.920000 -2.010000 2537.000032
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.830000 3436.800000 -108.200000 -3.050000 3545.000000
New Wave B 40 0.000000 3760.000000 -156.000000 -3.980000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48074.880000 -857.120000 -1.73719% 48931.999868

Updated:¶

'2023-06-14 16:22:58.638327'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶